+141.6%
FTNT vs NTAP
+146.1%
-4.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.6% |
| 7D | +1.7% | +2.2% | -0.5% | +1.0% |
| 30D | -4.3% | -7.0% | +2.8% | -1.9% |
| 3M | +13.6% | +12.3% | +1.3% | +8.9% |
| 6M | +87.6% | +85.1% | +2.5% | +50.8% |
| YTD | +98.0% | +74.8% | +23.2% | +61.6% |
| 1Y | +96.9% | +52.7% | +44.2% | +67.8% |
| All | +141.6% | +146.1% | -4.5% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling